| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 3.0% |
| Cumulative Return | -34.91% |
| CAGR﹪ | -80.11% |
| Sharpe | -1.75 |
| Prob. Sharpe Ratio | 0.0% |
| Smart Sharpe | -1.73 |
| Sortino | -1.79 |
| Smart Sortino | -1.77 |
| Sortino/√2 | -1.27 |
| Smart Sortino/√2 | -1.25 |
| Omega | 0.06 |
| Max Drawdown | -34.91% |
| Longest DD Days | 68 |
| Volatility (ann.) | 0.1% |
| Calmar | -2.29 |
| Skew | -12.58 |
| Kurtosis | 427.53 |
| Expected Daily | -0.0% |
| Expected Monthly | -13.34% |
| Expected Yearly | -34.91% |
| Kelly Criterion | -153.11% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.01% |
| Expected Shortfall (cVaR) | -0.01% |
| Max Consecutive Wins | 1 |
| Max Consecutive Losses | 1 |
| Gain/Pain Ratio | -1.0 |
| Gain/Pain (1M) | -1.0 |
| Payoff Ratio | 0.55 |
| Profit Factor | 0.06 |
| Common Sense Ratio | - |
| CPC Index | 0.0 |
| Tail Ratio | - |
| Outlier Win Ratio | 0.0 |
| Outlier Loss Ratio | 0.92 |
| MTD | -4.6% |
| 3M | -34.91% |
| 6M | -34.91% |
| YTD | -34.91% |
| 1Y | -34.91% |
| 3Y (ann.) | -80.11% |
| 5Y (ann.) | -80.11% |
| 10Y (ann.) | -80.11% |
| All-time (ann.) | -80.11% |
| Best Day | 0.14% |
| Worst Day | -0.4% |
| Best Month | -4.6% |
| Worst Month | -20.05% |
| Best Year | -34.91% |
| Worst Year | -34.91% |
| Avg. Drawdown | -34.91% |
| Avg. Drawdown Days | 68 |
| Recovery Factor | 1.23 |
| Ulcer Index | 0.22 |
| Serenity Index | -0.0 |
| Avg. Up Month | - |
| Avg. Down Month | -13.1% |
| Win Days | 10.07% |
| Win Month | 0.0% |
| Win Quarter | 0.0% |
| Win Year | 0.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2023 | -42.93% | -34.91% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-01 | 2023-03-10 | -34.91 | 68 |